In order to use a distribution my_distribution you
will need to include either the header <boost/math/distributions/my_distribution.hpp>
or the "include all the distributions" header: <boost/math/distributions.hpp>.

For example, to use the Students-t distribution include either <boost/math/distributions/students_t.hpp>
or <boost/math/distributions.hpp>

You also need to bring distribution names into scope, perhaps with a
usingnamespaceboost::math;
declaration,

or specific using declarations
like usingboost::math::normal; (recommended).

Caution

Some math function names are also used in namespace std so including
<random> could cause ambiguity!